+333.3%
POET vs REPL
+96.7%
+236.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.7% | +10.5% |
| 7D | +14.5% | +5.3% | +9.3% | +14.3% |
| 30D | -12.8% | +66.6% | -79.4% | -14.5% |
| 3M | -34.9% | +59.6% | -94.5% | -36.2% |
| 6M | -59.8% | +482.4% | -542.1% | -63.8% |
| YTD | -11.7% | +124.1% | -135.8% | -18.5% |
| 1Y | +5.7% | +138.6% | -132.9% | -3.1% |
| All | +333.3% | +96.7% | +236.6% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling